Pricing distressed CDOs with stochastic recovery (Q541587): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G30 / rank | |||
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| Property / zbMATH DE Number: 5904984 / rank | |||
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CDO | |||
| Property / zbMATH Keywords: CDO / rank | |||
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nested archimedean copula | |||
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stochastic recovery | |||
| Property / zbMATH Keywords: stochastic recovery / rank | |||
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Revision as of 11:22, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing distressed CDOs with stochastic recovery |
scientific article |
Statements
Pricing distressed CDOs with stochastic recovery (English)
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7 June 2011
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CDO
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nested archimedean copula
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stochastic recovery
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